-3.2%
WAT vs AVAV
+39.7%
-42.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | -1.3% | -2.2% | +0.9% | -1.0% |
| 30D | +2.3% | -13.9% | +16.3% | +4.0% |
| 3M | +8.7% | -29.2% | +38.0% | +12.2% |
| 6M | +28.3% | -36.1% | +64.4% | +33.2% |
| YTD | +7.8% | -40.2% | +48.0% | +11.2% |
| 1Y | +36.6% | -36.2% | +72.8% | +39.0% |
| 3Y | +45.7% | +47.5% | -1.9% | +28.6% |
| All | -3.2% | +39.7% | -42.9% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling